+419.5%
SRE vs SW
+743.1%
-323.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -3.0% |
| 7D | -2.1% | +12.1% | -14.1% | -2.4% |
| 30D | +6.1% | +6.6% | -0.5% | +5.9% |
| 3M | -3.5% | -6.0% | +2.5% | -3.4% |
| 6M | -10.8% | +21.5% | -32.3% | -11.4% |
| YTD | -4.0% | +20.3% | -24.3% | -4.7% |
| 1Y | -7.7% | +28.1% | -35.8% | -8.5% |
| 3Y | +25.9% | +51.6% | -25.7% | +24.3% |
| 5Y | +52.3% | -0.1% | +52.4% | +50.5% |
| 10Y | +122.6% | +189.7% | -67.1% | +118.1% |
| All | +419.5% | +743.1% | -323.6% | +452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling